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    Home Tags Market turmoil

    Tag: market turmoil

    Contagion and self-fulfilling dynamics
    Systemic Risk

    Contagion and self-fulfilling dynamics

    Editor -
    February 6, 2021
    0
    A theory of hedge fund runs
    Asset Management

    A theory of hedge fund runs

    Editor -
    June 8, 2019
    0
    The correlation risk premium
    Implicit Subsidy

    The correlation risk premium

    Editor -
    April 21, 2018
    0
    Understanding collateral runs
    Financial System and Regulation

    Understanding collateral runs

    Editor -
    April 14, 2018
    0
    How to prepare for the next systemic crisis
    Systematic Value

    How to prepare for the next systemic crisis

    Editor -
    April 7, 2018
    0
    The 1×1 of risk perception measures
    Implicit Subsidy

    The 1×1 of risk perception measures

    Editor -
    December 1, 2017
    0
    How bank regulatory reform has changed macro trading
    Financial System and Regulation

    How bank regulatory reform has changed macro trading

    Editor -
    October 21, 2017
    0
    The power and origin of uncertainty shocks
    Endogenous Market Risk

    The power and origin of uncertainty shocks

    Editor -
    January 14, 2017
    0
    Mutual fund flows and fire sale risk
    Price Distortions

    Mutual fund flows and fire sale risk

    Editor -
    September 10, 2016
    0
    Corporate bond market momentum: a model
    Price Distortions

    Corporate bond market momentum: a model

    Editor -
    September 3, 2016
    0
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    Macrosynergy Research (formerly Systemic Risk and Systematic Value) is a free educational site dedicated to responsible macro trading strategies. These are alternative investment management styles based on macroeconomic and policy trends. If the right principles and ethics are applied, social and economic benefits arise from an improved information value of market prices, increased efficiency of capital allocation and reduced risk of financial crises.

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    • Company
    • Systematic Macro Trading Strategies
      • Macro Information Inefficiency
        • Reasons and Evidence for Macro Inefficiency
        • Quantitative Methods to Increase Macro Efficiency
      • Types of Systematic Macro Strategies
        • Fundamental Value Estimates
        • Macro Trends
        • Implicit Subsidies in Financial Markets
        • Endogenous Market Risk
        • Price Distortions
      • Systemic Risk Management
        • Basics of Systemic Risk Management
        • Non-Conventional Monetary Policies
        • Financial System Risk
        • Government Finances
    • The Project